Supply and Information Content of Order Book Depth: The Case of Displayed and Hidden Depth
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Publisher
Elsevier BV
Reference22 articles.
1. Limit Orders, Depth and Volatility: Evidence from the Stock Exchange of Hong Kong;H Ahn;Journal of Finance,2001
2. The Use of Undisclused Limit Orders on the Australian Stock Exchange;M Aitken;Journal of Banking and Finance,2001
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